NYMEX Light Sweet Crude Oil Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Feb-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Feb-2017 | 09-Feb-2017 | Change | Change % | Previous Week |  
                        | Open | 51.64 | 52.37 | 0.73 | 1.4% | 53.15 |  
                        | High | 52.67 | 53.21 | 0.54 | 1.0% | 54.34 |  
                        | Low | 51.22 | 52.37 | 1.15 | 2.2% | 52.24 |  
                        | Close | 52.34 | 53.00 | 0.66 | 1.3% | 53.83 |  
                        | Range | 1.45 | 0.84 | -0.61 | -42.1% | 2.10 |  
                        | ATR | 1.31 | 1.28 | -0.03 | -2.4% | 0.00 |  
                        | Volume | 767,379 | 610,196 | -157,183 | -20.5% | 2,583,357 |  | 
    
| 
        
            | Daily Pivots for day following 09-Feb-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.38 | 55.03 | 53.46 |  |  
                | R3 | 54.54 | 54.19 | 53.23 |  |  
                | R2 | 53.70 | 53.70 | 53.15 |  |  
                | R1 | 53.35 | 53.35 | 53.08 | 53.53 |  
                | PP | 52.86 | 52.86 | 52.86 | 52.95 |  
                | S1 | 52.51 | 52.51 | 52.92 | 52.69 |  
                | S2 | 52.02 | 52.02 | 52.85 |  |  
                | S3 | 51.18 | 51.67 | 52.77 |  |  
                | S4 | 50.34 | 50.83 | 52.54 |  |  | 
        
            | Weekly Pivots for week ending 03-Feb-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.77 | 58.90 | 54.99 |  |  
                | R3 | 57.67 | 56.80 | 54.41 |  |  
                | R2 | 55.57 | 55.57 | 54.22 |  |  
                | R1 | 54.70 | 54.70 | 54.02 | 55.14 |  
                | PP | 53.47 | 53.47 | 53.47 | 53.69 |  
                | S1 | 52.60 | 52.60 | 53.64 | 53.04 |  
                | S2 | 51.37 | 51.37 | 53.45 |  |  
                | S3 | 49.27 | 50.50 | 53.25 |  |  
                | S4 | 47.17 | 48.40 | 52.68 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 54.22 | 51.22 | 3.00 | 5.7% | 1.19 | 2.2% | 59% | False | False | 573,458 |  
                | 10 | 54.34 | 51.22 | 3.12 | 5.9% | 1.21 | 2.3% | 57% | False | False | 550,563 |  
                | 20 | 54.34 | 51.22 | 3.12 | 5.9% | 1.22 | 2.3% | 57% | False | False | 520,413 |  
                | 40 | 56.18 | 51.22 | 4.96 | 9.4% | 1.29 | 2.4% | 36% | False | False | 335,631 |  
                | 60 | 56.24 | 44.49 | 11.75 | 22.2% | 1.46 | 2.8% | 72% | False | False | 262,927 |  
                | 80 | 56.24 | 44.49 | 11.75 | 22.2% | 1.42 | 2.7% | 72% | False | False | 210,950 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 56.78 |  
            | 2.618 | 55.41 |  
            | 1.618 | 54.57 |  
            | 1.000 | 54.05 |  
            | 0.618 | 53.73 |  
            | HIGH | 53.21 |  
            | 0.618 | 52.89 |  
            | 0.500 | 52.79 |  
            | 0.382 | 52.69 |  
            | LOW | 52.37 |  
            | 0.618 | 51.85 |  
            | 1.000 | 51.53 |  
            | 1.618 | 51.01 |  
            | 2.618 | 50.17 |  
            | 4.250 | 48.80 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Feb-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 52.93 | 52.74 |  
                                | PP | 52.86 | 52.49 |  
                                | S1 | 52.79 | 52.23 |  |